+1,747.8%
PLD vs MRSH
+1,330.9%
+416.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | 0.0% |
| 7D | -2.4% | -3.6% | +1.2% | -0.5% |
| 30D | -2.4% | -3.0% | +0.6% | -0.9% |
| 3M | -3.8% | +15.8% | -19.6% | -11.4% |
| 6M | 0.0% | +1.6% | -1.6% | -2.1% |
| YTD | +9.2% | +1.7% | +7.5% | +6.3% |
| 1Y | +25.9% | -8.0% | +33.9% | +28.8% |
| 3Y | +21.3% | -0.3% | +21.6% | +18.0% |
| 5Y | +14.1% | +25.9% | -11.8% | -1.8% |
| 10Y | +237.9% | +222.0% | +15.9% | +78.4% |
| All | +1,747.8% | +1,330.9% | +416.9% | +443.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MRSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling